Pricing of Derivatives on Mean-Reverting Assets
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2010.
|
| Series: | Lecture Notes in Economics and Mathematical Systems,
630 |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1007/978-3-642-02909-7 |
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